Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48365.8 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44304.2 Kr¶

PnL: ---------------------------------------> -751.8 Kr¶

DD now: ---------------------------------> -8.951 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 11:59:07.239450'

Anic Portfolio¶

Today¶

Return: 0.108 %¶

This Week¶

Return: -1.901 %¶

Total portfolio value¶

Return including deposits: 58.337 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.620000 1618.380000 149.380000 10.170000 1468.999998
Hexatronic Group 12 6.620000 1063.200000 96.200000 9.950000 966.999996
Hoist Finance 35 0.170000 1015.000000 35.000000 3.570000 980.000000
OX2 13 0.070000 972.400000 22.400000 2.360000 949.999999
INVISIO 16 1.310000 3704.000000 15.000000 0.410000 3689.000000
Clas Ohlson B 12 5.730000 985.200000 12.200000 1.250000 972.999996
VEF 909 1.690000 1861.630000 11.630000 0.630000 1850.000436
BioGaia B 8 3.340000 941.600000 11.600000 1.250000 930.000000
Gränges 9 2.260000 936.900000 8.900000 0.960000 927.999999
HEXPOL B 9 1.610000 1025.100000 4.100000 0.400000 1020.999996
Sagax B 4 0.140000 856.800000 2.800000 0.330000 854.000000
Atrium Ljungberg B 5 -2.850000 937.500000 2.500000 0.270000 935.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
JM 6 -1.030000 863.400000 -0.600000 -0.070000 864.000000
Bilia A 8 1.460000 891.200000 -8.800000 -0.980000 900.000000
Catena 2 -1.860000 782.400000 -9.600000 -1.210000 792.000000
AcadeMedia 8 -2.800000 388.800000 -13.200000 -3.280000 402.000000
Byggmax Group 33 2.080000 939.840000 -16.160000 -1.690000 956.000001
Biotage 7 -1.360000 917.000000 -24.000000 -2.550000 940.999997
Creaspac SPAC 39 0.210000 3693.300000 -24.700000 -0.660000 3717.999987
SKF B 5 1.440000 913.250000 -26.750000 -2.850000 940.000000
Addnode Group B 11 1.630000 893.200000 -27.800000 -3.020000 921.000003
ASSA ABLOY B 3 -0.480000 749.400000 -29.600000 -3.800000 779.000001
EQT 4 0.530000 797.400000 -34.600000 -4.160000 832.000000
Alimak Group 11 1.120000 893.200000 -34.800000 -3.750000 927.999996
Nordic Waterproofing Holding 7 -0.300000 931.000000 -36.000000 -3.720000 966.999999
Latour B 4 1.240000 816.000000 -41.000000 -4.780000 857.000000
Vitec Software Group B 2 1.870000 1036.000000 -51.000000 -4.690000 1087.000000
Bufab 3 1.450000 1050.000000 -59.000000 -5.320000 1109.000001
Platzer Fastigheter Holding B 12 -0.790000 901.200000 -59.800000 -6.220000 960.999996
Indutrade 5 0.390000 1157.500000 -60.500000 -4.970000 1218.000000
Orrön Energy 180 0.050000 1953.000000 -90.000000 -4.410000 2043.000000
Sedana Medical 93 0.850000 2416.140000 -104.860000 -4.160000 2521.000011
BHG Group 97 -0.300000 1288.160000 -170.840000 -11.710000 1458.999989
Hexagon B 26 0.280000 3259.100000 -201.900000 -5.830000 3461.000010
TOTAL 44304.200000 -751.800000 -8.95052% 45056.000411

Updated:¶

'2023-07-07 11:59:25.554311'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶